+26.6%
BA vs KIM
+64.9%
-38.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | 0.0% | +2.8% | -2.7% | -1.6% |
| 30D | -8.9% | +15.9% | -24.8% | -16.6% |
| 3M | -25.5% | +7.8% | -33.3% | -28.9% |
| 6M | -27.0% | +11.9% | -38.8% | -32.2% |
| YTD | -20.1% | +31.0% | -51.2% | -32.7% |
| 1Y | -11.0% | +32.3% | -43.3% | -25.7% |
| 3Y | -11.8% | +65.5% | -77.3% | -37.4% |
| 5Y | -20.6% | +37.2% | -57.9% | -37.6% |
| 10Y | +26.6% | +63.9% | -37.3% | -32.5% |
| All | +26.6% | +64.9% | -38.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling